Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'135 CHF | 518'635 CHF | 99.37% | 99.37% |
19.11.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'337 CHF | 517'837 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 103.20 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'911 CHF | 518'411 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 103.40 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'641 CHF | 519'141 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 103.70 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'436 CHF | 519'936 CHF | 99.10% | 99.10% |
13.11.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'986 CHF | 519'486 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'754 CHF | 520'254 CHF | 100.00% | 100.00% |
11.11.2024 | 0.48% | 103.70 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'172 CHF | 520'672 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'501 CHF | 520'001 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'645 CHF | 520'145 CHF | 99.23% | 99.23% |